enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  2. Mallows's Cp - Wikipedia

    en.wikipedia.org/wiki/Mallows's_Cp

    In statistics, Mallows's, [1] [2] named for Colin Lingwood Mallows, is used to assess the fit of a regression model that has been estimated using ordinary least squares.It is applied in the context of model selection, where a number of predictor variables are available for predicting some outcome, and the goal is to find the best model involving a subset of these predictors.

  3. Unit-weighted regression - Wikipedia

    en.wikipedia.org/wiki/Unit-weighted_regression

    The prediction is obtained by adding these products along with a constant. When the weights are chosen to give the best prediction by some criterion, the model referred to as a proper linear model. Therefore, multiple regression is a proper linear model. By contrast, unit-weighted regression is called an improper linear model.

  4. Linear regression - Wikipedia

    en.wikipedia.org/wiki/Linear_regression

    In general, for a group of strongly correlated predictor variables in an APC arrangement in the standardized model, group effects whose weight vectors are at or near the centre of the simplex = = are meaningful and can be accurately estimated by their minimum-variance unbiased linear estimators. Effects with weight vectors far away from the ...

  5. Model selection - Wikipedia

    en.wikipedia.org/wiki/Model_selection

    Model selection is the task of selecting a model from among various candidates on the basis of performance criterion to choose the best one. [1] In the context of machine learning and more generally statistical analysis , this may be the selection of a statistical model from a set of candidate models, given data.

  6. Best linear unbiased prediction - Wikipedia

    en.wikipedia.org/.../Best_linear_unbiased_prediction

    In statistics, best linear unbiased prediction (BLUP) is used in linear mixed models for the estimation of random effects. BLUP was derived by Charles Roy Henderson in 1950 but the term "best linear unbiased predictor" (or "prediction") seems not to have been used until 1962. [ 1 ] "

  7. One in ten rule - Wikipedia

    en.wikipedia.org/wiki/One_in_ten_rule

    More recently, a study has shown that the ratio of events per predictive variable is not a reliable statistic for estimating the minimum number of events for estimating a logistic prediction model. [8] Instead, the number of predictor variables, the total sample size (events + non-events) and the events fraction (events / total sample size) can ...

  8. Mean squared prediction error - Wikipedia

    en.wikipedia.org/wiki/Mean_squared_prediction_error

    First, with a data sample of length n, the data analyst may run the regression over only q of the data points (with q < n), holding back the other n – q data points with the specific purpose of using them to compute the estimated model’s MSPE out of sample (i.e., not using data that were used in the model estimation process).

  9. Bayesian linear regression - Wikipedia

    en.wikipedia.org/wiki/Bayesian_linear_regression

    Bayesian linear regression is a type of conditional modeling in which the mean of one variable is described by a linear combination of other variables, with the goal of obtaining the posterior probability of the regression coefficients (as well as other parameters describing the distribution of the regressand) and ultimately allowing the out-of-sample prediction of the regressand (often ...